NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
97.99 |
99.00 |
1.01 |
1.0% |
97.74 |
| High |
99.00 |
99.00 |
0.00 |
0.0% |
99.00 |
| Low |
97.67 |
97.96 |
0.29 |
0.3% |
97.00 |
| Close |
98.55 |
98.19 |
-0.36 |
-0.4% |
98.19 |
| Range |
1.33 |
1.04 |
-0.29 |
-21.8% |
2.00 |
| ATR |
1.03 |
1.04 |
0.00 |
0.0% |
0.00 |
| Volume |
11,148 |
35,562 |
24,414 |
219.0% |
84,760 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.50 |
100.89 |
98.76 |
|
| R3 |
100.46 |
99.85 |
98.48 |
|
| R2 |
99.42 |
99.42 |
98.38 |
|
| R1 |
98.81 |
98.81 |
98.29 |
98.60 |
| PP |
98.38 |
98.38 |
98.38 |
98.28 |
| S1 |
97.77 |
97.77 |
98.09 |
97.56 |
| S2 |
97.34 |
97.34 |
98.00 |
|
| S3 |
96.30 |
96.73 |
97.90 |
|
| S4 |
95.26 |
95.69 |
97.62 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
103.13 |
99.29 |
|
| R3 |
102.06 |
101.13 |
98.74 |
|
| R2 |
100.06 |
100.06 |
98.56 |
|
| R1 |
99.13 |
99.13 |
98.37 |
99.60 |
| PP |
98.06 |
98.06 |
98.06 |
98.30 |
| S1 |
97.13 |
97.13 |
98.01 |
97.60 |
| S2 |
96.06 |
96.06 |
97.82 |
|
| S3 |
94.06 |
95.13 |
97.64 |
|
| S4 |
92.06 |
93.13 |
97.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.00 |
97.00 |
2.00 |
2.0% |
1.12 |
1.1% |
60% |
True |
False |
16,952 |
| 10 |
100.55 |
97.00 |
3.55 |
3.6% |
1.16 |
1.2% |
34% |
False |
False |
12,326 |
| 20 |
102.53 |
97.00 |
5.53 |
5.6% |
1.03 |
1.0% |
22% |
False |
False |
9,995 |
| 40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.88 |
0.9% |
27% |
False |
False |
8,724 |
| 60 |
102.53 |
93.32 |
9.21 |
9.4% |
0.81 |
0.8% |
53% |
False |
False |
7,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.42 |
|
2.618 |
101.72 |
|
1.618 |
100.68 |
|
1.000 |
100.04 |
|
0.618 |
99.64 |
|
HIGH |
99.00 |
|
0.618 |
98.60 |
|
0.500 |
98.48 |
|
0.382 |
98.36 |
|
LOW |
97.96 |
|
0.618 |
97.32 |
|
1.000 |
96.92 |
|
1.618 |
96.28 |
|
2.618 |
95.24 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.48 |
98.20 |
| PP |
98.38 |
98.19 |
| S1 |
98.29 |
98.19 |
|